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Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam; Khemka, Gaurav; Warren, Geoff - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
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Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
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The effect of objective formulation on retirement decision making
Butt, Adam; Khemka, Gaurav - In: Insurance / Mathematics & economics 64 (2015), pp. 385-395
Persistent link: https://www.econbiz.de/10011398116
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Optimal Retirement Planning Under Partial Information
Bäuerle, Nicole - 2019
The present paper analyses an optimal consumption and investment problem of a retiree with a constant relative risk aversion (CRRA) who faces parameter uncertainty about the financial market.We solve the optimization problem under partial information by making the market observationally complete...
Persistent link: https://www.econbiz.de/10012898863
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Retirement optimization through aircraft transfers and employment
Newcamp, Jeffrey; Verhagen, Wim J. C.; Santos, Bruno F.; … - In: Journal of air transport management 79 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012112411
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Investing for retirement : terminal wealth constraints or a desired wealth target?
Donnelly, Catherine; Khemka, Gaurav; Lim, William - In: European financial management : the journal of the … 28 (2022) 5, pp. 1283-1307
Persistent link: https://www.econbiz.de/10013415831
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Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of banking & finance 140 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
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Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
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The Italian pension gap : a stochastic optimal control approach
Milazzo, Alessandro; Vigna, Elena - In: Risks : open access journal 6 (2018) 2, pp. 1-20
gap with the additional income of the pension scheme, especially in the presence of late retirement and in the presence of …
Persistent link: https://www.econbiz.de/10011866511
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Personalized goal-based investing via multi-stage stochastic goal programming
Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 20 (2020) 3, pp. 515-526
Persistent link: https://www.econbiz.de/10012194905